AUBANK
Au Small Finance Bank Ltd
768.2
-10.50 (-1.35%)
Option Chain for AUBANK
13 Jun 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 1000 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | OI pcrCOI pcr | Change | Ltp | IV | Vol | Change OI | OI | Delta |
| - | 0 | 0 | 0 | - | 22.55 | 0.00 | - 620 - | -0.10 | 0.25 | - | 9 | -5 | 85 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 82.70 | 0.00 | - 625 - | 0.00 | 0.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 19.95 | 0.00 | - 630 - | 0.00 | 0.15 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 76.05 | 0.00 | - 635 - | -0.05 | 0.30 | 47.07 | 1 | 0 | 12 | -0.01 |
| - | 2 | 0 | 5 | - | 129.25 | 66.10 | 45.50 640 - | 0.05 | 0.50 | 48.57 | 2 | -1 | 91 | -0.02 |
| - | 0 | 0 | 5 | - | 123.90 | 54.10 | - 645 - | -0.10 | 0.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 122.95 | 0.00 | - 650 - | 0.15 | 0.55 | 45.75 | 11 | -3 | 187 | -0.02 |
| - | 0 | 0 | 0 | - | 63.85 | 0.00 | - 655 - | 0.00 | 0.40 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 114.35 | 0.00 | - 660 - | 0.10 | 0.70 | 44.20 | 26 | -5 | 79 | -0.03 |
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| - | 0 | 0 | 5 | - | 105.40 | 47.15 | - 665 - | 0.00 | 0.70 | 42.17 | 1 | 0 | 11 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 95.45 | 0.00 | - 670 - | 0.25 | 0.80 | 41.34 | 35 | 7 | 109 | -0.03 |
| 0.00 | 0 | 0 | 0 | 0.00 | 93.80 | 0.00 | - 675 - | -0.20 | 0.95 | 40.81 | 11 | -2 | 24 | -0.04 |
| - | 79 | 0 | 2 | - | 85.00 | -19.00 | 1.84 680 - | 0.00 | 1.00 | 39.57 | 97 | -4 | 145 | -0.04 |
| - | 72 | 0 | 4 | - | 77.85 | -9.80 | 1.49 685 - | -0.05 | 1.20 | 38.86 | 61 | 36 | 107 | -0.05 |
| - | 71 | -5 | 23 | - | 80.35 | -12.00 | 3.93 690 3.20 | 0.05 | 1.30 | 37.57 | 97 | -16 | 279 | -0.05 |
| - | 50 | -4 | 6 | - | 72.95 | -1.10 | 1.34 695 4.25 | -0.10 | 1.50 | 36.76 | 19 | -17 | 67 | -0.06 |
| - | 333 | -27 | 53 | - | 69.15 | -17.75 | 3.86 700 13.81 | -0.15 | 1.50 | 34.76 | 1,366 | -373 | 1,286 | -0.07 |
| - | 86 | -3 | 7 | - | 65.40 | -4.60 | 0.83 705 9.00 | 0.05 | 1.85 | 34.46 | 43 | -27 | 71 | -0.08 |
| - | 282 | -1 | 27 | - | 59.90 | -14.45 | 1.06 710 82.00 | 0.00 | 2.00 | 33.03 | 312 | -82 | 300 | -0.09 |
| 0.00 | 0 | -1 | 0 | 0.00 | 71.00 | 0.00 | - 715 -1.00 | 0.35 | 2.60 | 33.25 | 59 | 1 | 144 | -0.11 |
| - | 260 | -8 | 44 | - | 50.00 | -11.80 | 1.84 720 -11.75 | 0.25 | 2.95 | 32.22 | 442 | 94 | 479 | -0.12 |
| 0.93 | 117 | -13 | 43 | 22.38 | 46.80 | -15.50 | 1.17 725 -0.69 | 0.70 | 3.65 | 32.08 | 105 | 9 | 137 | -0.15 |
| 0.88 | 293 | -5 | 95 | 25.15 | 43.00 | -10.15 | 1.11 730 3.40 | 0.50 | 4.10 | 30.91 | 651 | -17 | 325 | -0.17 |
| 0.84 | 94 | -12 | 49 | 25.60 | 38.90 | -11.85 | 1.15 735 -0.83 | 0.80 | 4.85 | 30.31 | 163 | 10 | 108 | -0.19 |
| 0.80 | 211 | 11 | 207 | 25.99 | 35.00 | -10.20 | 2.42 740 16.09 | 1.05 | 5.90 | 30.12 | 1,122 | 177 | 510 | -0.23 |
| 0.79 | 49 | -14 | 129 | 22.96 | 29.85 | -9.30 | 1.47 745 0.36 | 1.10 | 6.75 | 29.14 | 249 | -5 | 72 | -0.26 |
| 0.73 | 401 | 16 | 521 | 25.40 | 27.25 | -9.55 | 2.05 750 14.81 | 1.65 | 8.20 | 29.08 | 1,666 | 237 | 821 | -0.30 |
| 0.68 | 105 | 27 | 132 | 25.04 | 23.65 | -8.00 | 1.32 755 0.52 | 2.35 | 10.05 | 29.38 | 363 | 14 | 139 | -0.34 |
| 0.63 | 242 | -34 | 1,005 | 23.70 | 19.75 | -8.75 | 0.98 760 1.79 | 2.45 | 11.35 | 28.25 | 1,956 | -61 | 237 | -0.38 |
| 0.57 | 81 | 45 | 452 | 24.81 | 17.45 | -7.35 | 2.17 765 -0.64 | 2.90 | 13.50 | 28.28 | 760 | -29 | 176 | -0.43 |
| 0.52 | 400 | 184 | 1,348 | 24.79 | 14.80 | -7.55 | 0.85 770 -0.38 | 3.75 | 16.00 | 28.49 | 1,565 | -69 | 340 | -0.48 |
| 0.46 | 156 | -33 | 487 | 24.28 | 12.15 | -7.00 | 1.21 775 0.18 | 4.15 | 18.55 | 28.37 | 593 | -6 | 189 | -0.53 |
| 0.41 | 826 | 228 | 2,504 | 25.40 | 10.70 | -7.10 | 0.43 780 -0.65 | 5.30 | 21.70 | 28.89 | 1,051 | -149 | 357 | -0.57 |
| 0.37 | 172 | 1 | 507 | 25.93 | 9.15 | -6.05 | 0.63 785 -12.00 | 5.65 | 24.95 | 29.20 | 217 | -12 | 108 | -0.62 |
| 0.32 | 381 | -11 | 890 | 26.15 | 7.65 | -5.25 | 0.23 790 0.09 | 7.35 | 29.20 | 31.00 | 182 | -1 | 89 | -0.65 |
| 0.28 | 111 | 13 | 72 | 26.65 | 6.50 | -4.00 | 0.35 795 -1.15 | 7.50 | 32.65 | 31.00 | 69 | -15 | 39 | -0.69 |
| 0.24 | 1,088 | -233 | 2,005 | 26.89 | 5.40 | -4.05 | 0.09 800 -0.05 | 8.20 | 36.75 | 31.98 | 166 | 12 | 93 | -0.72 |
| 0.21 | 122 | -14 | 238 | 27.10 | 4.45 | -3.30 | 0.11 805 1.50 | 9.50 | 40.35 | 31.61 | 71 | -21 | 14 | -0.76 |
| 0.18 | 290 | 35 | 477 | 27.43 | 3.70 | -2.60 | 0.04 810 -0.14 | 9.85 | 46.60 | 36.85 | 43 | -5 | 12 | -0.75 |
| 0.15 | 49 | -2 | 90 | 27.42 | 2.95 | -2.45 | 0.33 815 -3.50 | 12.70 | 49.40 | 34.21 | 16 | 7 | 16 | -0.80 |
| 0.13 | 182 | -8 | 597 | 27.80 | 2.45 | -2.20 | 0.02 820 -0.25 | 14.80 | 54.05 | 35.59 | 7 | 2 | 4 | -0.81 |
| 0.11 | 15 | -2 | 27 | 28.25 | 2.05 | -1.90 | - 825 - | 0.00 | 143.85 | - | 0 | 0 | 0 | - |
| 0.09 | 265 | 1 | 201 | 29.05 | 1.80 | -1.50 | 0.06 830 15.00 | 11.85 | 61.85 | 33.44 | 22 | 15 | 16 | -0.87 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | - 835 - | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.07 | 72 | -19 | 97 | 29.55 | 1.20 | -1.15 | - 840 - | 0.00 | 208.20 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | - 845 - | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 191 | 1 | 214 | 30.45 | 0.85 | -0.75 | 0.01 850 2.00 | -81.05 | 84.80 | 50.26 | 11 | 2 | 2 | -0.84 |
| 7,148 | 7,280 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
